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EIGIX vs. FTHRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIGIX vs. FTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Core Bond Fund (EIGIX) and Fidelity Intermediate Bond Fund (FTHRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIGIX achieves a -0.10% return, which is significantly higher than FTHRX's -0.24% return. Over the past 10 years, EIGIX has outperformed FTHRX with an annualized return of 2.15%, while FTHRX has yielded a comparatively lower 1.95% annualized return.


EIGIX

1D
-0.35%
1M
0.71%
YTD
-0.10%
6M
0.37%
1Y
4.05%
3Y*
4.58%
5Y*
0.36%
10Y*
2.15%

FTHRX

1D
-0.20%
1M
0.22%
YTD
-0.24%
6M
0.16%
1Y
3.22%
3Y*
4.50%
5Y*
1.02%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIGIX vs. FTHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIGIX
Eaton Vance Core Bond Fund
-0.10%7.76%2.90%5.03%-13.13%0.72%8.18%9.84%-0.50%4.47%
FTHRX
Fidelity Intermediate Bond Fund
-0.24%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%

Correlation

The correlation between EIGIX and FTHRX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.90

The correlation between EIGIX and FTHRX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

EIGIX vs. FTHRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIGIX
EIGIX Risk / Return Rank: 1616
Overall Rank
EIGIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EIGIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
EIGIX Omega Ratio Rank: 1616
Omega Ratio Rank
EIGIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
EIGIX Martin Ratio Rank: 1616
Martin Ratio Rank

FTHRX
FTHRX Risk / Return Rank: 2020
Overall Rank
FTHRX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 2020
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIGIX vs. FTHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Core Bond Fund (EIGIX) and Fidelity Intermediate Bond Fund (FTHRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EIGIXFTHRXDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

1.36

1.59

-0.23

Martin ratioReturn relative to average drawdown

3.95

4.39

-0.44

EIGIX vs. FTHRX - Sharpe Ratio Comparison

The current EIGIX Sharpe Ratio is 1.07, which is comparable to the FTHRX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EIGIX and FTHRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EIGIX vs. FTHRX - Drawdown Comparison

The maximum EIGIX drawdown since its inception was -17.71%, smaller than the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for EIGIX and FTHRX.


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Drawdown Indicators


EIGIXFTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-19.01%

+1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-2.11%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-2.68%

-3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-13.18%

-4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-17.71%

-13.25%

-4.46%

Current Drawdown

Current decline from peak

-1.80%

-1.48%

-0.32%

Average Drawdown

Average peak-to-trough decline

-3.27%

-3.06%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.76%

+0.33%

Volatility

EIGIX vs. FTHRX - Volatility Comparison

Eaton Vance Core Bond Fund (EIGIX) has a higher volatility of 1.20% compared to Fidelity Intermediate Bond Fund (FTHRX) at 0.87%. This indicates that EIGIX's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIGIXFTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.87%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.09%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

2.80%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.58%

4.04%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

3.40%

+1.33%

EIGIX vs. FTHRX - Expense Ratio Comparison

EIGIX has a 0.49% expense ratio, which is higher than FTHRX's 0.45% expense ratio.


Dividends

EIGIX vs. FTHRX - Dividend Comparison

EIGIX's dividend yield for the trailing twelve months is around 4.25%, more than FTHRX's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
EIGIX
Eaton Vance Core Bond Fund
4.25%4.16%4.29%2.85%3.10%3.53%5.38%4.00%3.25%2.83%2.76%2.96%
FTHRX
Fidelity Intermediate Bond Fund
3.71%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%

Frequently Asked Questions


With a correlation of 0.92, EIGIX and FTHRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EIGIX has higher volatility (1.20%) compared to FTHRX (0.87%). In terms of maximum drawdown, EIGIX dropped -17.71% vs FTHRX's -19.01%.

FTHRX currently has the higher Sharpe Ratio (1.20 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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